MSCI Asia Pacific GARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
22.98%
increased by 1.46%
1 Week
22.93%
increased by 1.41%
1 Month
22.75%
increased by 1.23%
Analysis last updated: Saturday, May 9, 2026 at 03:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 25.57 | |
| 0.1010 | 41.77 | |
| 0.8868 | 389.45 |
Estimation Period:
Jan 1, 1990 to Mar 19, 2026
Jan 1, 1990 to Mar 19, 2026
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